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Sparse parametric models are of great interest in statistical learning and are often analyzed by means of regularized estimators. Pathwise methods allow to efficiently compute the full solution path for penalized estimators, for any…

Machine Learning · Statistics 2024-12-06 Alessandro De Gregorio , Francesco Iafrate

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

Discrete optimization problems often arise in deep learning tasks, despite the fact that neural networks typically operate on continuous data. One class of these problems involve objective functions which depend on neural networks, but…

Machine Learning · Computer Science 2023-10-17 Eric Lei , Arman Adibi , Hamed Hassani

Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

We study dynamic discrete choice models, where a commonly studied problem involves estimating parameters of agent reward functions (also known as "structural" parameters), using agent behavioral data. Maximum likelihood estimation for such…

Machine Learning · Computer Science 2023-10-04 Sinong Geng , Houssam Nassif , Carlos A. Manzanares

It is of great challenge, though promising, to coordinate collective robots for hunting an evader in a decentralized manner purely in light of local observations. In this paper, this challenge is addressed by a novel hybrid cooperative…

Robotics · Computer Science 2022-03-10 Zheng Zhang , Xiaohan Wang , Qingrui Zhang , Tianjiang Hu

This work investigates the formal policy synthesis of continuous-state stochastic dynamic systems given high-level specifications in linear temporal logic. To learn an optimal policy that maximizes the satisfaction probability, we take a…

Artificial Intelligence · Computer Science 2023-04-21 Lening Li , Zhentian Qian

We present an online model-based reinforcement learning algorithm suitable for controlling complex robotic systems directly in the real world. Unlike prevailing sim-to-real pipelines that rely on extensive offline simulation and model-free…

Robotics · Computer Science 2026-05-07 Fang Nan , Hao Ma , Qinghua Guan , Josie Hughes , Michael Muehlebach , Marco Hutter

Motivated by the poor performance of cross-validation in settings where data are scarce, we propose a novel estimator of the out-of-sample performance of a policy in data-driven optimization.Our approach exploits the optimization problem's…

Optimization and Control · Mathematics 2022-08-04 Vishal Gupta , Michael Huang , Paat Rusmevichientong

In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…

Machine Learning · Computer Science 2016-06-17 Jonathan Ho , Jayesh K. Gupta , Stefano Ermon

Model-based reinforcement learning approaches leverage a forward dynamics model to support planning and decision making, which, however, may fail catastrophically if the model is inaccurate. Although there are several existing methods…

Machine Learning · Computer Science 2020-09-30 Hang Lai , Jian Shen , Weinan Zhang , Yong Yu

We propose a new sample-efficient methodology, called Supervised Policy Update (SPU), for deep reinforcement learning. Starting with data generated by the current policy, SPU formulates and solves a constrained optimization problem in the…

Machine Learning · Computer Science 2018-12-27 Quan Vuong , Yiming Zhang , Keith W. Ross

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

Optimization and Control · Mathematics 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

In this paper we design hybrid control policies for hybrid systems whose mathematical models are unknown. Our contributions are threefold. First, we propose a framework for modelling the hybrid control design problem as a single Markov…

Systems and Control · Electrical Eng. & Systems 2020-09-03 Meet Gandhi , Atreyee Kundu , Shalabh Bhatnagar

Many possible fields of application of robots in real world settings hinge on the ability of robots to grasp objects. As a result, robot grasping has been an active field of research for many years. With our publication we contribute to the…

Robotics · Computer Science 2021-11-03 Zohar Feldman , Hanna Ziesche , Ngo Anh Vien , Dotan Di Castro

Goal-conditioned robotic grasping in cluttered environments remains a challenging problem due to occlusions caused by surrounding objects, which prevent direct access to the target object. A promising solution to mitigate this issue is…

Robotics · Computer Science 2025-04-07 Boce Hu , Heng Tian , Dian Wang , Haojie Huang , Xupeng Zhu , Robin Walters , Robert Platt

Many real-world control problems involve both discrete decision variables - such as the choice of control modes, gear switching or digital outputs - as well as continuous decision variables - such as velocity setpoints, control gains or…

We explore a reinforcement learning strategy to automate and accelerate h/p-multigrid methods in high-order solvers. Multigrid methods are very efficient but require fine-tuning of numerical parameters, such as the number of smoothing…

Machine Learning · Computer Science 2024-07-24 David Huergo , Laura Alonso , Saumitra Joshi , Adrian Juanicoteca , Gonzalo Rubio , Esteban Ferrer

This paper proposes a novel deep reinforcement learning architecture that was inspired by previous tree structured architectures which were only useable in discrete action spaces. Policy Prediction Network offers a way to improve sample…

Machine Learning · Computer Science 2019-09-18 Zac Wellmer , James Kwok

Deep reinforcement learning (DRL) is a promising way to achieve human-like autonomous driving. However, the low sample efficiency and difficulty of designing reward functions for DRL would hinder its applications in practice. In light of…

Robotics · Computer Science 2021-10-29 Zhiyu Huang , Jingda Wu , Chen Lv